width.SJ: Bandwidth Selection by Pilot Estimation of Derivatives

In MASS: Support Functions and Datasets for Venables and Ripley's MASS

Bandwidth Selection by Pilot Estimation of Derivatives

Description

Uses the method of Sheather & Jones (1991) to select the bandwidth of a Gaussian kernel density estimator.

Usage

width.SJ(x, nb = 1000, lower, upper, method = c("ste", "dpi"))

Arguments

x	a numeric vector
nb	number of bins to use.
upper, lower	range over which to search for solution if method = "ste".
method	Either "ste" ("solve-the-equation") or "dpi" ("direct plug-in").

Value

a bandwidth.

Note

A faster version for large n (thousands) is available in R \ge 3.4.0 as part of bw.SJ: quadruple its value for comparability with this version.

References

Sheather, S. J. and Jones, M. C. (1991) A reliable data-based bandwidth selection method for kernel density estimation. Journal of the Royal Statistical Society series B 53, 683–690.

Scott, D. W. (1992) Multivariate Density Estimation: Theory, Practice, and Visualization. Wiley.

Wand, M. P. and Jones, M. C. (1995) Kernel Smoothing. Chapman & Hall.

See Also

ucv, bcv, density

Examples

width.SJ(geyser$duration, method = "dpi")
width.SJ(geyser$duration)

width.SJ(galaxies, method = "dpi")
width.SJ(galaxies)

MASS documentation built on June 22, 2024, 10:42 a.m.